Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,98% | 0,95 CHF | 0,97 CHF | 60 000 | 30 000 | 54 125 | 30 000 | 54 170 CHF | 30 703 CHF | 99,53% | 99,53% |
19/11/2024 | 1,99% | 1,02 CHF | 1,04 CHF | 50 000 | 20 000 | 56 096 | 20 000 | 55 892 CHF | 20 377 CHF | 99,51% | 99,51% |
18/11/2024 | 1,71% | 1,18 CHF | 1,20 CHF | 50 000 | 20 000 | 49 631 | 20 000 | 57 634 CHF | 23 642 CHF | 99,48% | 99,48% |
15/11/2024 | 1,63% | 1,21 CHF | 1,23 CHF | 50 000 | 30 000 | 49 248 | 30 000 | 59 947 CHF | 37 132 CHF | 90,74% | 90,74% |
14/11/2024 | 1,87% | 1,14 CHF | 1,16 CHF | 50 000 | 30 000 | 51 448 | 30 000 | 54 442 CHF | 32 419 CHF | 99,17% | 99,17% |
13/11/2024 | 1,93% | 0,90 CHF | 0,92 CHF | 60 000 | 20 000 | 52 537 | 20 000 | 54 120 CHF | 21 135 CHF | 97,40% | 97,40% |
12/11/2024 | 1,56% | 1,16 CHF | 1,18 CHF | 50 000 | 20 000 | 42 799 | 20 000 | 54 266 CHF | 25 838 CHF | 99,51% | 99,51% |
11/11/2024 | 1,54% | 1,34 CHF | 1,36 CHF | 40 000 | 20 000 | 41 534 | 20 000 | 53 440 CHF | 26 223 CHF | 99,51% | 99,51% |
08/11/2024 | 2,38% | 1,17 CHF | 1,20 CHF | 50 000 | 20 000 | 46 735 | 20 000 | 58 096 CHF | 25 564 CHF | 99,50% | 99,50% |
07/11/2024 | 1,85% | 1,58 CHF | 1,61 CHF | 40 000 | 20 000 | 38 743 | 20 000 | 62 171 CHF | 32 745 CHF | 98,67% | 98,67% |